-74.7%
NKE vs TDG
+126.1%
-200.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -4.2% | -1.9% | -2.3% | -3.4% |
| 30D | -8.2% | -7.7% | -0.5% | -5.1% |
| 3M | -19.1% | -9.3% | -9.8% | -16.0% |
| 6M | -32.6% | -9.4% | -23.3% | -30.3% |
| YTD | -40.7% | -14.3% | -26.5% | -37.5% |
| 1Y | -48.9% | -11.8% | -37.0% | -46.9% |
| 3Y | -59.2% | +52.0% | -111.2% | -69.7% |
| All | -74.7% | +126.1% | -200.8% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling